+361.6%
PSX vs PH
+700.2%
-338.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +7.8% | +4.3% | +3.5% | +5.2% |
| 30D | -10.9% | +0.1% | -11.0% | -11.3% |
| 3M | +14.5% | -9.4% | +23.9% | +20.1% |
| 6M | +56.1% | +8.8% | +47.4% | +45.7% |
| YTD | +109.6% | +9.6% | +100.0% | +90.5% |
| 1Y | +95.5% | +14.4% | +81.1% | +72.9% |
| 3Y | +156.2% | +134.5% | +21.7% | +40.9% |
| 5Y | +310.0% | +204.4% | +105.6% | +81.7% |
| All | +361.6% | +700.2% | -338.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling